1c983de099e2
US Futures Trade Only
The U.S. Futures Trade-Only dataset provides tick-level intraday trade data for CME-listed futures contracts, constructed by filtering quote events from the consolidated trade and quote (TAQ) feed. Each record represents an executed trade and includes core execution attributes such as price, quantity, trade aggressor flag (indicating whether the buyer or seller initiated the trade), and exchange condition codes, which provide additional context about trade execution. Trades are timestamped with millisecond resolution, enabling high-precision sequencing and detailed intraday analysis. The dataset covers major futures contracts traded on U.S. exchanges, including products listed on CME, CBOT, COMEX, and NYMEX. Data is organized in UTC, with local exchange timestamps in Chicago time (CT) included to align with standard futures-market conventions. By excluding quote updates, the dataset offers a focused view of pure trade activity, suitable for execution analysis, volume studies, and trade-based signal research.
For more details, please refer to the dataset documentation: US Futures Trade Only Guide.
<details> <summary>**Advanced Filtering**</summary>You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, StartDate.gt=2023-01-01&StartDate.lt=2023-12-31, Ticker=AAPL.
Please refer to the <a href="https://algoseek.com/docs/rest-api/tutorial/advanced-filtering">Advanced Filtering Guide</a> for the extensive reference.
</details>Path parameters
Trading date in YYYY-MM-DD format
Trading date in YYYY-MM-DD format
Dataset's security identifier
Dataset's security identifier
Query parameters
Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.
Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.
A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.
A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.
Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.
Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.
Maximum number of records to return. Default and maximum values depend on the response format; see format_limits in the schema for details.
Maximum number of records to return. Default and maximum values depend on the response format; see format_limits in the schema for details.
Note the lowercase which is used for the consistency with other projects and tools
The type of the data to return
Response
JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter
Example response
{
"data": [
{
"TradeDate": "2023-08-02",
"EventDateTime": "2023-08-02 11:13:59.737000000",
"Ticker": "ESU3",
"BaseSymbol": "ES",
"SecurityID": 3445,
"EventType": "TRADE AGRESSOR ON BUY",
"Price": 4535.75,
"Quantity": 8,
"Orders": 5,
"TypeMask": 162
}
],
"pagination": {
"limit": 1000,
"next_offset": 2000,
"offset": 1000
}
}